/PortfolioRiskManagement

Quantitative solution to portfolio management in Python

Primary LanguageJupyter NotebookMIT LicenseMIT

Portfolio Risk Management

Quantitative solution to portfolio management in Python based on Figure 26.1 from the textbook: Jarrow and Chatterjea, An Introduction to Derivative Securities, Financial Markets, and Risk Management, 1st Edition (ISBN: 978-0-13-601586-4)

🤝 Contributing

Contributions, issues and feature requests are welcome.
Check the contributing guide.

📝 License

This project is [MIT] licensed.